Anic Equity¶

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Total return since start: 0.572 %¶

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Equity now: -----------------------------> 48031.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46636.71 Kr¶

PnL: ---------------------------------------> -251.86 Kr¶

DD now: ---------------------------------> -1.23 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:04:16.791673'

Anic Portfolio¶

This Week¶

Return: 1.046 %¶

Total¶

Return: 57.239 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.480000 2926.000000 290.000000 11.000000 2636.000010
Beijer Electronics Group 26 0.490000 3172.000000 201.000000 6.770000 2971.000006
Boozt 12 4.320000 1767.600000 113.600000 6.870000 1653.999996
Corem Property Group B 59 -0.170000 685.580000 108.580000 18.820000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -2.270000 448.400000 93.400000 26.310000 355.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
HMS Networks 2 -0.220000 715.600000 42.600000 6.330000 673.000000
Nordea Bank Abp 29 0.280000 3478.260000 24.260000 0.700000 3453.999992
OEM International B 7 0.000000 548.800000 20.800000 3.940000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -1.510000 265.920000 19.920000 8.100000 246.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
Coor Service Management Hold. 8 0.360000 551.600000 19.600000 3.680000 532.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
Intrum 4 -0.110000 545.200000 18.200000 3.450000 527.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
CTEK 13 0.820000 546.000000 12.000000 2.250000 533.999999
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.000000 553.920000 10.920000 2.010000 543.000000
Resurs Holding 22 -0.300000 584.100000 10.100000 1.760000 573.999998
AcadeMedia 12 0.510000 566.880000 9.880000 1.770000 557.000004
Essity B 2 -0.100000 582.200000 8.200000 1.430000 574.000000
Handelsbanken A 5 -0.140000 548.750000 2.750000 0.500000 546.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Swedbank A 3 0.110000 564.450000 0.450000 0.080000 564.000000
Securitas B 6 -0.190000 569.040000 -0.960000 -0.170000 570.000000
SAAB B 8 0.020000 3332.000000 -45.000000 -1.330000 3377.000000
International Petroleum Corp. 5 0.190000 536.000000 -58.570000 -9.850000 594.565215
Vivesto 1368 0.000000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -0.460000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 -0.900000 1489.500000 -174.500000 -10.490000 1663.999992
Axfood 13 -0.070000 3577.600000 -178.400000 -4.750000 3756.000001
Fasadgruppen Group 35 0.000000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 -2.420000 2938.000000 -424.000000 -12.610000 3361.999992
TOTAL 46639.690000 -248.880000 -1.23272% 46888.564618

Updated:¶

'2023-01-17 09:03:43.778905'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶